Efficiency, performance and value-at-risk of Latin American banks in a process of economic integration

Germán G. Creamer, T. Noe, P. Spindt
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引用次数: 1

Abstract

The article compares the financial performance, value-at-risk, and efficiency of the financial sector in major Latin American countries ([MERCOSUR, Argentina, Brazil, and Chile] and Andean region [Venezuela, Colombia, Ecuador, Peru and Bolivia]). The results of this research are also compared with US and international standards (the Basle Committee). A multivariate regression analysis will determine the factors that explain or help to predict the potential success associated with the levels of efficiency or risk of commercial banks, or at the other extreme, the potential bankruptcy associated with high levels of inefficiency and risk.
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拉丁美洲银行在经济一体化过程中的效率、绩效和风险价值
本文比较了拉美主要国家(南方共同市场、阿根廷、巴西和智利)和安第斯地区(委内瑞拉、哥伦比亚、厄瓜多尔、秘鲁和玻利维亚)金融部门的财务绩效、风险价值和效率。研究结果还与美国和国际标准(巴塞尔委员会)进行了比较。多元回归分析将确定解释或帮助预测与商业银行效率或风险水平相关的潜在成功的因素,或者在另一个极端,与高效率和风险水平相关的潜在破产。
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